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Expiries for Aug05 NY cut 1000ET (Source DTCC)

Mixed by the bell, long end....>

US TSY FUTURES CLOSE: Mixed by the bell, long end outperforming after early
post-data chop. Rates traded lower on heels of hawkish BoE minutes, rebounded
following weekly claims and +0.4% CPI ahead estimate. Traded relative narrow
range rest of session, steepener unwinds. Current futures levels:
* Dec Ultra bonds up 10/32 at 167-13 (166-17L/167-25H)
* Dec 30-yr Bond futures up 4/32 at 154-30 (154-12L/155-08H)
* Dec 10-yr futures down 2.5/32 at 126-12 (126-05.5L/126-18H)
* Dec 5-yr futures down 3.25/64 at 118-03.5 (118-00.25L/118-08.75H)
* Dec 2-yr futures down 1.25/32 at 108-02.25 (108-01L/108-04H)
MNI Chicago Bureau | +1 312-431-0089 |